0.01Open0.01Pre Close24 Volume481 Open Interest29.00Strike Price24.00Turnover133.39%IV17.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0095Delta0.0084Gamma3518.00Leverage Ratio-0.0100Theta0.0000Rho-33.51Eff Leverage0.0006Vega